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SAMPO.HE vs. XUHY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAMPO.HE and XUHY.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SAMPO.HE vs. XUHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sampo Oyj (SAMPO.HE) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.55%
3.24%
SAMPO.HE
XUHY.DE

Key characteristics

Sharpe Ratio

SAMPO.HE:

0.10

XUHY.DE:

2.14

Sortino Ratio

SAMPO.HE:

0.25

XUHY.DE:

3.37

Omega Ratio

SAMPO.HE:

1.03

XUHY.DE:

1.45

Calmar Ratio

SAMPO.HE:

0.20

XUHY.DE:

4.68

Martin Ratio

SAMPO.HE:

0.42

XUHY.DE:

18.19

Ulcer Index

SAMPO.HE:

3.91%

XUHY.DE:

0.76%

Daily Std Dev

SAMPO.HE:

15.68%

XUHY.DE:

6.42%

Max Drawdown

SAMPO.HE:

-77.84%

XUHY.DE:

-22.05%

Current Drawdown

SAMPO.HE:

-4.75%

XUHY.DE:

-0.35%

Returns By Period

In the year-to-date period, SAMPO.HE achieves a 2.31% return, which is significantly lower than XUHY.DE's 2.94% return.


SAMPO.HE

YTD

2.31%

1M

2.31%

6M

0.02%

1Y

1.62%

5Y*

7.93%

10Y*

6.05%

XUHY.DE

YTD

2.94%

1M

0.91%

6M

11.10%

1Y

14.28%

5Y*

4.51%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SAMPO.HE vs. XUHY.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAMPO.HE
The Risk-Adjusted Performance Rank of SAMPO.HE is 4747
Overall Rank
The Sharpe Ratio Rank of SAMPO.HE is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SAMPO.HE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SAMPO.HE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SAMPO.HE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SAMPO.HE is 5151
Martin Ratio Rank

XUHY.DE
The Risk-Adjusted Performance Rank of XUHY.DE is 9191
Overall Rank
The Sharpe Ratio Rank of XUHY.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of XUHY.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XUHY.DE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XUHY.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XUHY.DE is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAMPO.HE vs. XUHY.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sampo Oyj (SAMPO.HE) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SAMPO.HE, currently valued at -0.06, compared to the broader market-2.000.002.00-0.061.78
The chart of Sortino ratio for SAMPO.HE, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.006.000.042.64
The chart of Omega ratio for SAMPO.HE, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.34
The chart of Calmar ratio for SAMPO.HE, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.063.64
The chart of Martin ratio for SAMPO.HE, currently valued at -0.14, compared to the broader market-10.000.0010.0020.0030.00-0.1412.74
SAMPO.HE
XUHY.DE

The current SAMPO.HE Sharpe Ratio is 0.10, which is lower than the XUHY.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SAMPO.HE and XUHY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.06
1.78
SAMPO.HE
XUHY.DE

Dividends

SAMPO.HE vs. XUHY.DE - Dividend Comparison

SAMPO.HE's dividend yield for the trailing twelve months is around 4.47%, more than XUHY.DE's 4.32% yield.


TTM20242023202220212020201920182017201620152014
SAMPO.HE
Sampo Oyj
4.47%4.57%6.56%9.23%3.86%4.34%7.22%6.77%5.02%5.05%4.15%4.25%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
4.32%7.39%6.02%6.14%9.11%5.94%4.81%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAMPO.HE vs. XUHY.DE - Drawdown Comparison

The maximum SAMPO.HE drawdown since its inception was -77.84%, which is greater than XUHY.DE's maximum drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for SAMPO.HE and XUHY.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.01%
-0.26%
SAMPO.HE
XUHY.DE

Volatility

SAMPO.HE vs. XUHY.DE - Volatility Comparison

Sampo Oyj (SAMPO.HE) has a higher volatility of 5.71% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 0.95%. This indicates that SAMPO.HE's price experiences larger fluctuations and is considered to be riskier than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
5.71%
0.95%
SAMPO.HE
XUHY.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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